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Date/Time: Thu, 28 Mar 2024 10:38:35 +0000



Post From: Numbers bar calc: Avg. Trade size and vol/sec specified for bid/ask

[2018-06-27 19:39:48]
John - SC Support - Posts: 30399
We just realized that we added the following:
- Bid Volume per Second
- Ask Volume per Second

In other words, [for the Bid] we took the total Bid Volume for the bar and then divided by the number of seconds in the bar.

If you really wanted the Average Bid Volume Per Second, which would be the Total Bid Volume divided by the number of Price Ticks in the Bar then divided by the number of seconds in the bar, then please let us know.
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